+95.2%
QQQM vs FIX
+2,151.9%
-2,056.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.3% |
| 7D | +1.0% | +3.5% | -2.5% | +0.1% |
| 30D | -0.6% | -3.5% | +2.9% | 0.0% |
| 3M | +1.3% | -11.8% | +13.1% | +3.7% |
| 6M | +18.2% | +17.8% | +0.4% | +11.3% |
| YTD | +16.9% | +73.3% | -56.4% | -1.6% |
| 1Y | +24.0% | +128.1% | -104.1% | -4.5% |
| 3Y | +96.0% | +772.7% | -676.6% | -9.8% |
| 5Y | +95.2% | +2,166.4% | -2,071.2% | -40.8% |
| All | +95.2% | +2,151.9% | -2,056.7% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling